-44.5%
TOST vs REPL
-33.0%
-11.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | 0.0% | +1.2% | -1.2% | 0.0% |
| 30D | +16.2% | +92.2% | -76.0% | +13.1% |
| 3M | -1.5% | +44.1% | -45.6% | -3.2% |
| 6M | +55.3% | +313.0% | -257.7% | +41.2% |
| YTD | -2.3% | +125.2% | -127.5% | -11.2% |
| 1Y | -5.5% | +143.8% | -149.3% | -14.7% |
| 3Y | +151.1% | +104.2% | +46.9% | +62.1% |
| 5Y | -27.9% | -34.5% | +6.6% | -36.9% |
| All | -44.5% | -33.0% | -11.5% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling